Paltrow said that she and Anderson plan to open a London exercise studio later this year. Anderson helped the Oscar winner lose 20 pounds after the birth of son Moses, who turns four this week. (He's her second child with husband Chris Martin of Coldplay; daughter Apple is 5.)

"I had to work hard to get it like this," Paltrow says of her svelte shape. "But now I'm here it's so great because I don't have to think about it. I can just enjoy life. What a relief is that."